NYMEX Natural Gas Future September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	2.774	2.734	-0.040	-1.4%	2.745
High	2.799	2.866	0.067	2.4%	2.911
Low	2.728	2.722	-0.006	-0.2%	2.645
Close	2.733	2.839	0.106	3.9%	2.876
Range	0.071	0.144	0.073	102.8%	0.266
ATR	0.101	0.104	0.003	3.0%	0.000
Volume	107,781	155,704	47,923	44.5%	723,990

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.241	3.184	2.918
R3	3.097	3.040	2.879
R2	2.953	2.953	2.865
R1	2.896	2.896	2.852	2.925
PP	2.809	2.809	2.809	2.823
S1	2.752	2.752	2.826	2.781
S2	2.665	2.665	2.813
S3	2.521	2.608	2.799
S4	2.377	2.464	2.760

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.609	3.508	3.022
R3	3.343	3.242	2.949
R2	3.077	3.077	2.925
R1	2.976	2.976	2.900	3.027
PP	2.811	2.811	2.811	2.836
S1	2.710	2.710	2.852	2.761
S2	2.545	2.545	2.827
S3	2.279	2.444	2.803
S4	2.013	2.178	2.730

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.911	2.651	0.260	9.2%	0.128	4.5%	72%	False	False	151,611
10	2.911	2.591	0.320	11.3%	0.112	3.9%	78%	False	False	131,664
20	2.911	2.591	0.320	11.3%	0.103	3.6%	78%	False	False	103,731
40	2.990	2.573	0.417	14.7%	0.098	3.5%	64%	False	False	77,230
60	2.990	2.195	0.795	28.0%	0.088	3.1%	81%	False	False	61,757
80	2.990	2.191	0.799	28.1%	0.084	3.0%	81%	False	False	51,849
100	2.990	2.143	0.847	29.8%	0.081	2.9%	82%	False	False	44,295
120	2.990	2.009	0.981	34.6%	0.077	2.7%	85%	False	False	38,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.478
2.618	3.243
1.618	3.099
1.000	3.010
0.618	2.955
HIGH	2.866
0.618	2.811
0.500	2.794
0.382	2.777
LOW	2.722
0.618	2.633
1.000	2.578
1.618	2.489
2.618	2.345
4.250	2.110

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	2.824	2.826
PP	2.809	2.812
S1	2.794	2.799

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These figures are updated between 7pm and 10pm EST after a trading day.

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